Evolutionary Pareto distributions

Dominique Picard; Karine Tribouley

Annales de l'I.H.P. Probabilités et statistiques (2002)

  • Volume: 38, Issue: 6, page 1023-1037
  • ISSN: 0246-0203

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Picard, Dominique, and Tribouley, Karine. "Evolutionary Pareto distributions." Annales de l'I.H.P. Probabilités et statistiques 38.6 (2002): 1023-1037. <http://eudml.org/doc/77735>.

@article{Picard2002,
author = {Picard, Dominique, Tribouley, Karine},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {change points; Schauder basis; likelihood process; Pareto distribution},
language = {eng},
number = {6},
pages = {1023-1037},
publisher = {Elsevier},
title = {Evolutionary Pareto distributions},
url = {http://eudml.org/doc/77735},
volume = {38},
year = {2002},
}

TY - JOUR
AU - Picard, Dominique
AU - Tribouley, Karine
TI - Evolutionary Pareto distributions
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2002
PB - Elsevier
VL - 38
IS - 6
SP - 1023
EP - 1037
LA - eng
KW - change points; Schauder basis; likelihood process; Pareto distribution
UR - http://eudml.org/doc/77735
ER -

References

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  1. [1] Z. Ciesielski, On the isomorphisms of the spaces Hα and m, Bull. Acad. Polon. Sci. Ser. Sci. Math. Astronom. Phys.8 (1960) 217-222. Zbl0093.12301
  2. [2] L. De Haan, L. Peng, Comparison of tail index estimators, Statistica Neerlandica52 (1) (1998) 60-70. Zbl0937.62050MR1615558
  3. [3] J. Deshayes, D. Picard, Principe d'invariance sur le processus de vraisemblance, Annales de l'I.H.P.20 (1984) 309-327. Zbl0534.60033MR771892
  4. [4] J. Deshayes, D. Picard, Lois asymptotiques des tests et estimateurs de rupture, Annales de l'I.H.P.20 (1984) 1-20. Zbl0555.62030
  5. [5] P. Embrecht, C. Klüppelberg, T. Mikosch, Modelling Extremal Events, Springer-Verlag, Berlin, 1997. MR1458613
  6. [6] G. Kerkyacharian, B. Roynette, Une démonstration simple des théorèmes de Kolmogorov, Donsker et Ito–Nisio, C. R. Acad. Sci. Paris Ser. I312 (1991) 877-882. Zbl0764.60008
  7. [7] I.A. Ibragimov, R.Z. Khas'minskii, Statistical Estimation: Asymptotic Theory, Springer-Verlag, New York, 1981. Zbl0467.62026MR620321
  8. [8] L. LeCam, G. Yang, Asymptotic in Statistics: Some Basic Concepts, Springer-Verlag, New York, 1990. Zbl0719.62003
  9. [9] D. Pollard, Convergence of Stochastic Processes, Springer-Verlag, New York, 1984. Zbl0544.60045MR762984

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